Anic Equity¶

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Total return since start: 0.608 %¶

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Equity now: -----------------------------> 49128.99 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45067.45 Kr¶

PnL: ---------------------------------------> 11.45 Kr¶

DD now: ---------------------------------> -7.514 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-05 15:51:08.758542'

Anic Portfolio¶

Today¶

Return: -1.186 %¶

This Week¶

Return: -0.353 %¶

Total portfolio value¶

Return including deposits: 60.836 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 -0.270000 1663.200000 194.200000 13.220000 1468.999998
Orrön Energy 180 -1.960000 2159.100000 116.100000 5.680000 2043.000000
Atrium Ljungberg B 5 -0.200000 993.000000 58.000000 6.200000 935.000000
Sagax B 4 0.400000 900.800000 46.800000 5.480000 854.000000
Sagax A 4 0.000000 896.000000 42.000000 4.920000 854.000000
Hoist Finance 35 -0.170000 1015.000000 35.000000 3.570000 980.000000
Catena 2 -1.430000 826.800000 34.800000 4.390000 792.000000
Hexatronic Group 12 -0.770000 994.080000 27.080000 2.800000 966.999996
JM 6 -1.460000 889.200000 25.200000 2.920000 864.000000
Platzer Fastigheter Holding B 12 -3.530000 984.000000 23.000000 2.390000 960.999996
OX2 13 1.020000 964.600000 14.600000 1.540000 949.999999
Biotage 7 -0.370000 954.100000 13.100000 1.390000 940.999997
Bilia A 8 -0.790000 908.800000 8.800000 0.980000 900.000000
HEXPOL B 9 0.000000 1027.800000 6.800000 0.670000 1020.999996
Gränges 9 -0.860000 934.200000 6.200000 0.670000 927.999999
VEF 909 -2.950000 1852.540000 2.540000 0.140000 1850.000436
BioGaia B 8 -2.020000 931.200000 1.200000 0.130000 930.000000
Sedana Medical 93 -5.310000 2520.300000 -0.700000 -0.030000 2521.000011
AcadeMedia 8 -1.650000 399.680000 -2.320000 -0.580000 402.000000
Byggmax Group 33 -2.580000 948.420000 -7.580000 -0.790000 956.000001
Clas Ohlson B 12 -2.130000 963.000000 -10.000000 -1.030000 972.999996
ASSA ABLOY B 3 -1.460000 768.300000 -10.700000 -1.370000 779.000001
EQT 4 -2.150000 818.400000 -13.600000 -1.630000 832.000000
Alimak Group 11 -0.960000 909.700000 -18.300000 -1.970000 927.999996
Addnode Group B 11 0.060000 902.550000 -18.450000 -2.000000 921.000003
Creaspac SPAC 39 -0.110000 3693.300000 -24.700000 -0.660000 3717.999987
Nordic Waterproofing Holding 7 -1.170000 942.200000 -24.800000 -2.560000 966.999999
SKF B 5 -1.140000 907.750000 -32.250000 -3.430000 940.000000
Indutrade 5 -1.010000 1178.000000 -40.000000 -3.280000 1218.000000
INVISIO 16 0.880000 3648.000000 -41.000000 -1.110000 3689.000000
Latour B 4 -0.490000 812.000000 -45.000000 -5.250000 857.000000
Vitec Software Group B 2 -3.310000 1024.000000 -63.000000 -5.800000 1087.000000
Bufab 3 -0.570000 1044.600000 -64.400000 -5.810000 1109.000001
BHG Group 97 -1.760000 1357.030000 -101.970000 -6.990000 1458.999989
Hexagon B 26 -2.840000 3335.800000 -125.200000 -3.620000 3461.000010
TOTAL 45067.450000 11.450000 -7.51381% 45056.000411

Updated:¶

'2023-07-05 15:51:26.401947'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶